Q3 All Weather Tactical Fund Market Value
| QAITX Fund | USD 10.05 0.03 0.30% |
| Symbol | QAITX |
Q3 All 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Q3 All's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Q3 All.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Q3 All on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Q3 All Weather Tactical or generate 0.0% return on investment in Q3 All over 30 days. Q3 All is related to or competes with All Asset, and Pimco All. Under normal circumstances, the fund will invest in shares of other investment companies and similar products that opera... More
Q3 All Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Q3 All's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Q3 All Weather Tactical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8526 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.55 |
Q3 All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Q3 All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Q3 All's standard deviation. In reality, there are many statistical measures that can use Q3 All historical prices to predict the future Q3 All's volatility.| Risk Adjusted Performance | 0.0407 | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0457 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Q3 All's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Q3 All Weather Backtested Returns
We consider Q3 All very steady. Q3 All Weather retains Efficiency (Sharpe Ratio) of 0.0135, which implies the fund had a 0.0135% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Q3 All, which you can use to evaluate the volatility of the entity. Please check Q3 All's standard deviation of 0.8774, and Market Risk Adjusted Performance of 0.0557 to confirm if the risk estimate we provide is consistent with the expected return of 0.0114%. The entity owns a Beta (Systematic Risk) of 0.93, which implies possible diversification benefits within a given portfolio. Q3 All returns are very sensitive to returns on the market. As the market goes up or down, Q3 All is expected to follow.
Auto-correlation | 0.27 |
Poor predictability
Q3 All Weather Tactical has poor predictability. Overlapping area represents the amount of predictability between Q3 All time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Q3 All Weather price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Q3 All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Q3 All Weather lagged returns against current returns
Autocorrelation, which is Q3 All mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Q3 All's mutual fund expected returns. We can calculate the autocorrelation of Q3 All returns to help us make a trade decision. For example, suppose you find that Q3 All has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Q3 All regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Q3 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Q3 All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Q3 All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Q3 All Lagged Returns
When evaluating Q3 All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Q3 All mutual fund have on its future price. Q3 All autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Q3 All autocorrelation shows the relationship between Q3 All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Q3 All Weather Tactical.
Regressed Prices |
| Timeline |
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Q3 All Weather using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Q3 All Correlation, Q3 All Volatility and Q3 All Alpha and Beta module to complement your research on Q3 All. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Q3 All technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.